Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47941.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46542.46 Kr¶

PnL: ---------------------------------------> -346.11 Kr¶

DD now: ---------------------------------> -1.415 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:02:32.843690'

Anic Portfolio¶

Today¶

Return: -0.087 %¶

This Week¶

Return: 0.061 %¶

Total¶

Return: 56.95 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.300000 3250.000000 279.000000 9.390000 2971.000006
HEBA B 70 0.000000 2838.500000 202.500000 7.680000 2636.000010
Corem Property Group B 59 0.470000 636.020000 59.020000 10.230000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.460000 402.800000 47.800000 13.460000 355.000000
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
FM Mattsson Mora Group B 50 0.000000 2960.000000 33.000000 1.130000 2927.000000
Resurs Holding 22 0.550000 606.980000 32.980000 5.750000 573.999998
SAAB B 8 0.090000 3406.400000 29.400000 0.870000 3377.000000
Intrum 4 0.260000 547.800000 20.800000 3.950000 527.000000
OEM International B 7 0.510000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.250000 581.400000 11.400000 2.000000 570.000000
Swedbank A 3 0.920000 573.750000 9.750000 1.730000 564.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 250.320000 4.320000 1.760000 246.000000
Nordea Bank Abp 29 0.390000 3457.380000 3.380000 0.100000 3453.999992
Karnov Group 9 -0.500000 539.100000 3.100000 0.580000 536.000004
CTEK 13 0.070000 537.030000 3.030000 0.570000 533.999999
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Creaspac SPAC 6 0.000000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 0.110000 563.800000 -10.200000 -1.780000 574.000000
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity A 4 -0.180000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 -0.960000 569.500000 -25.070000 -4.220000 594.565215
Vivesto 1368 3.320000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Axfood 13 0.430000 3676.400000 -79.600000 -2.120000 3756.000001
OX2 18 -0.500000 1432.800000 -231.200000 -13.890000 1663.999992
Fasadgruppen Group 35 -2.900000 3395.000000 -416.000000 -10.920000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46542.460000 -346.110000 -1.41471% 46888.564618

Updated:¶

'2023-01-24 09:02:45.424118'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶